depends on your faction

Forexample are turkey and venzuela great if you play commintern ( due to placement and starting resources )

Probably an island nation like Japan

Not island nation or one with a coast near its cores

You can mitigate the risks of having a coast by selecting a country that you can use naval chokepoints to restrict access to the coast of your core. Yugoslavia is a good example, as you can simply control Italy and the Adriatic Sea and your coast is clear. Countries in Africa that border the Red Sea are fairly easy to do this as well as you just need to control the Suez Canal and Gulf of Aden. I could go on with other examples, but this is usually my preference when I want to play with a navy. Being able to build cruisers on day one to bombard coasts and provoke AI units to move can be powerful.

Any country that limits its contact with other human players on Day1 and allows for various strategies.

A standout one is Egypt. Great location well protected it has a massive moat around 50% of its border and you only have to negotiate with two countries..make friends with one and kill the other without reprisal....

Unless you ae experienced do not play island nations. Most noobies wait for hours to grab Great Britain and then have no idea what to do with her. Three days later they have gone AFK.

The hardest nations to win solo are those furthest away from the Equator such as Australia or New Zealand.